zenogantner/MyMediaLite — Issue #96: implement parallel Nelder-Mead algorithm
Author: zenogantner
Created: 2011-10-26 22:30:29+00:00
State: open
Labels: enhancement

We have Nelder-Mead for hyperparameter search, but it would be nice to make use of multi-core/multi-processor systems in hyperparameter search.

The Dror/Koenigstein/Koren paper at RecSys 2011 refers to a paper by Lee and Wiswall about parallel Nelder-Mead.
http://www.eng.tau.ac.il/~noamk/papers/DKK11.pdf

Here is the paper: http://homepages.nyu.edu/~mw109/lee_wiswall_2007.pdf